トレンド追跡マルチ期間平滑移動平均とKラインパターン確認戦略の組み合わせ

/*backtest
start: 2025-02-26 00:00:00
end: 2025-03-05 00:00:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"SOL_USDT"}]
*/

//@version=5
strategy("TMA Strategy", shorttitle="TMA Strategy", overlay=true, initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_type=strategy.commission.percent, commission_value=0.1)

// Smoothed MAs Inputs
len1 = input.int(21, title="Length 1", group="Smoothed MA Inputs")
src1 = input.source(close, title="Source 1", group="Smoothed MA Inputs")
len2 = input.int(50, title="Length 2", group="Smoothed MA Inputs")
src2 = input.source(close, title="Source 2", group="Smoothed MA Inputs")
h100 = input.bool(true, title="Show 100 Line", group="Smoothed MA Inputs")
len3 = input.int(100, title="Length 3", group="Smoothed MA Inputs")
src3 = input.source(close, title="Source 3", group="Smoothed MA Inputs")
len4 = input.int(200, title="Length 4", group="Smoothed MA Inputs")
src4 = input.source(close, title="Source 4", group="Smoothed MA Inputs")

// Calculate Smoothed MAs
smma1 = ta.sma(src1, len1)
plot(smma1, color=color.white, linewidth=2, title="21 SMMA")

smma2 = ta.sma(src2, len2)
plot(smma2, color=color.green, linewidth=2, title="50 SMMA")

smma3 = ta.sma(src3, len3)
plot(h100 ? smma3 : na, color=color.yellow, linewidth=2, title="100 SMMA")

smma4 = ta.sma(src4, len4)
plot(smma4, color=color.red, linewidth=2, title="200 SMMA")

// Trend Filter
ema2 = ta.ema(close, 2)

// 3 Line Strike Signals
bullSig = close[3] < open[3] and close[2] < open[2] and close[1] < open[1] and close > open[1]
bearSig = close[3] > open[3] and close[2] > open[2] and close[1] > open[1] and close < open[1]

// Engulfing Candles Signals
bullishEngulfing = open <= close[1] and open < open[1] and close > open[1]
bearishEngulfing = open >= close[1] and open > open[1] and close < open[1]

// Trading Session Filter
ts = input.bool(true, title="Enable Session Filter", group="Trade Session")
tz = input.string("America/Chicago", title="Timezone", options=["America/New_York", "America/Chicago", "Europe/London", "Europe/Frankfurt", "Asia/Tokyo", "Asia/Sydney", "UTC"], group="Trade Session")
startH = input.int(8, title="Session Start Hour", minval=0, maxval=23, group="Trade Session")
startM = input.int(30, title="Session Start Minute", minval=0, maxval=59, group="Trade Session")
endH = input.int(12, title="Session End Hour", minval=0, maxval=23, group="Trade Session")
endM = input.int(0, title="Session End Minute", minval=0, maxval=59, group="Trade Session")

startTime = timestamp(year, month, dayofmonth, startH, startM)
endTime = timestamp(year, month, dayofmonth, endH, endM)
inSession = (time >= startTime and time <= endTime)

// Entry Conditions
longCondition = (bullishEngulfing or bullSig) and (ema2 > smma4) and (not ts or inSession)
shortCondition = (bearishEngulfing or bearSig) and (ema2 < smma4) and (not ts or inSession)

// Exit Conditions
exitLong = ta.crossunder(ema2, smma4)
exitShort = ta.crossover(ema2, smma4)

// Strategy Execution
if (longCondition)
    strategy.entry("Long", strategy.long, comment="Long Entry")

if (shortCondition)
    strategy.entry("Short", strategy.short, comment="Short Entry")

if (exitLong)
    strategy.close("Long", comment="Exit Long")

if (exitShort)
    strategy.close("Short", comment="Exit Short")

// Debugging Plots
plotshape(series=longCondition, location=location.belowbar, color=color.green, style=shape.labelup, title="Long Signal")
plotshape(series=shortCondition, location=location.abovebar, color=color.red, style=shape.labeldown, title="Short Signal")

// Visuals
plot(ema2, color=color.blue, linewidth=1, title="EMA(2)")
bgcolor(inSession and ts ? color.new(color.blue, 90) : na, title="Session Background")